ANNEX
Table 1
Symbol table for Table 2
SYMBOL | DATA TYPE | DEFINITION |
{ALPHANUM-n} | Up to n alphanumerical characters | Free text field. |
{DECIMAL-n/m} | Decimal number of up to n digits in total of which up to m digits can be fraction digits | Numerical field for both positive and negative values. Where applicable, values shall be rounded and not truncated. decimal separator is ‘.’ (full stop); the number may be prefixed with ‘–’ (minus) to indicate negative numbers. |
{CURRENCYCODE_3} | 3 alphanumerical characters | 3 letter currency code, as defined by ISO 4217 currency codes |
{DATEFORMAT} | ISO 8601 date format | Dates should be formatted by the following format: YYYY-MM-DD. |
{ISIN} | 12 alphanumerical characters | ISIN code, as defined in ISO 6166 |
{MIC} | 4 alphanumerical characters | Market identifier as defined in ISO 10383 |
Table 2
Formats of the report for the purpose of the volume cap mechanism
Data field name | Format |
Reporting period | {DATEFORMAT}/{DATEFORMAT} where the first date is the beginning of the reporting period and the second date is the end of the reporting period. |
Reporting entity identification | Where the reporting entity is a trading venue: {MIC} (segment MIC or, where appropriate, operational MIC) or {ALPHANUM-50} if the reporting entity is a CTP. |
Trading venue identifier | {MIC} (segment MIC, where available, otherwise operational MIC). |
Instrument identifier | {ISIN} |
Currency of the transactions | {CURRENCYCODE_3} |
Total volume of trading (per currency) | {DECIMAL-18/5} |
Total volume of trading under Reference Price waiver as defined under Article 4(1)(a) of MiFIR (per currency) | {DECIMAL-18/5} |
Total volume of trading under Negotiated Transactions waiver as defined under Article 4(1)(b)(i) of MiFIR (per currency) | {DECIMAL-18/5} |